+88.7%
JEPQ vs ITUB
+175.5%
-86.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.2% |
| 7D | -0.7% | +1.0% | -1.6% | -0.8% |
| 30D | +0.6% | +10.7% | -10.2% | -1.1% |
| 3M | +5.8% | +10.1% | -4.3% | +4.1% |
| 6M | +9.7% | -0.1% | +9.8% | +9.3% |
| YTD | +10.5% | +18.4% | -7.9% | +7.3% |
| 1Y | +18.4% | +31.3% | -12.9% | +13.0% |
| 3Y | +70.3% | +124.6% | -54.3% | +49.8% |
| All | +88.7% | +175.5% | -86.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling